+73.1%
STM vs FIGR
-35.2%
+108.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +1.0% |
| 7D | -7.9% | +5.6% | -13.5% | -8.5% |
| 30D | -14.1% | -18.2% | +4.1% | -12.1% |
| 3M | -17.6% | -19.0% | +1.4% | -16.1% |
| 6M | -24.2% | -38.0% | +13.7% | -21.1% |
| YTD | +73.3% | -42.9% | +116.2% | +77.8% |
| 1Y | +90.1% | -37.9% | +128.0% | +92.7% |
| All | +73.1% | -35.2% | +108.2% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling